商业银行数字化转型与风险承担水平

Impact of Commercial Banks' Digital Transformation on Their Risk-Taking Level

中文关键词:  商业银行  数字化转型  风险承担水平  信息不对称程度  经营效率

英文关键词:commercial bank  digital transformation  risk-taking level  degree of information asymmetry  operational efficiency

中文摘要:

      在数字经济与金融科技的冲击下,商业银行面临着数字化转型带来的重要机遇与重大挑战。选取2007—2020年在中国沪深A股上市的商业银行作为研究样本,考察了商业银行数字化转型对银行风险承担水平的影响及作用机制。研究发现,商业银行数字化转型能够显著降低银行的风险承担水平。中介机制检验表明,商业银行数字化转型主要通过缓解银行内外部信息不对称程度、提高银行经营效率,从而降低银行风险承担水平。异质性分析结果显示,数字化转型降低商业银行风险承担水平的作用效果在大中型、非国有和竞争程度较高商业银行,以及东部地区商业银行中更加明显。因此,商业银行应尽快顺应数字化转型大势以降低经营风险,不同规模和禀赋的商业银行应明确与经营特点相匹配、与风险管理能力相适应的数字化转型路径。

英文摘要:

      Under the impact of digital economy and fintech, commercial banks are faced with important opportunities and challenges brought by digital transformation. Based on the research samples of A-share commercial banks listed on Shanghai Stock Exchange and Shenzhen Stock Exchange from 2007 to 2020, this paper empirically tests the impact of commercial banks' digital transformation on their risk-taking level and the influence mechanism. This paper finds that digital transformation of commercial banks significantly reduces banks' risk-taking level. The mediating mechanism test shows that digital transformation of commercial banks reduces banks' risk-taking level through reducing internal and external information asymmetry and improving the operational efficiency of banks. The heterogeneity analysis shows that the digital transformation of commercial banks plays a more significant role in reducing the risk-taking level of large-and medium-sized commercial banks, non-state-owned commercial banks, and commercial banks with high-degree competition and commercial banks in the eastern region. Therefore, commercial banks should take advantage of digital transformation to reduce operational risks, and commercial banks of different sizes and endowments should choose the paths of digital transformation that are in line with their operational characteristics and risk management capabilities. 